-8.5%
NFLX vs GTLB
-62.5%
+54.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.0% |
| 7D | -2.0% | -0.7% | -1.2% | -1.9% |
| 30D | -11.9% | -10.2% | -1.7% | -10.2% |
| 3M | -20.6% | +10.1% | -30.7% | -22.5% |
| 6M | -29.0% | +116.5% | -145.5% | -39.8% |
| YTD | -33.7% | +27.2% | -60.9% | -38.5% |
| 1Y | -46.2% | +8.6% | -54.7% | -48.5% |
| 3Y | +39.8% | +5.6% | +34.2% | +25.3% |
| All | -8.5% | -62.5% | +54.0% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling